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We address multi-robot safe mission planning in uncertain dynamic environments. This problem arises in several applications including safety-critical exploration, surveillance, and emergency rescue missions. Computation of a multi-robot…
Existing results on finite-time model predictive control (MPC) often rely on terminal equality constraint, switching inside one-step region, or terminal cost with short control horizon, leading to limited initial feasibility. This paper…
In this paper, we introduce multi-task learning (MTL) to data harmonization (DH); where we aim to harmonize images across different acquisition platforms and sites. This allows us to integrate information from multiple acquisitions and…
In this paper, we investigate the problem of Model Predictive Control (MPC) of dynamic systems for high-level specifications described by Signal Temporal Logic (STL) formulae. Recent works show that MPC has the great potential in handling…
The concept of anchored solutions is proposed as a new robust optimization approach to the Resource-Constrained Project Scheduling Problem (RCPSP) under processing times uncertainty. The Anchor-Robust RCPSP is defined, to compute a baseline…
We consider a dynamic vehicle routing problem with time windows and stochastic customers (DS-VRPTW), such that customers may request for services as vehicles have already started their tours. To solve this problem, the goal is to provide a…
In networks, there are often more than one source of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity and…
Adaptive dynamic programming is a collective term for a variety of approaches to infinite-horizon optimal control. Common to all approaches is approximation of the infinite-horizon cost function based on dynamic programming philosophy.…
This paper studies the problem of risk-averse receding horizon motion planning for agents with uncertain dynamics, in the presence of stochastic, dynamic obstacles. We propose a model predictive control (MPC) scheme that formulates the…
We provide a solution to the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and imperfect state measurements. For a suitable choice of control policies, we show that the finite-horizon…
A large class of decision making under uncertainty problems can be described via Markov decision processes (MDPs) or partially observable MDPs (POMDPs), with application to artificial intelligence and operations research, among others.…
Optimal selection of interdependent IT Projects for implementation in multi periods has been challenging in the framework of real option valuation. This paper presents a mathematical optimization model for multi-stage portfolio of IT…
In this paper we address the problem of designing receding horizon control algorithms for linear discrete-time systems with parametric uncertainty. We do not consider presence of stochastic forcing or process noise in the system. It is…
Markov decision processes (MDPs) and simple stochastic games (SSGs) provide a rich mathematical framework to study many important problems related to probabilistic systems. MDPs and SSGs with finite-horizon objectives, where the goal is to…
Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…
In [13], an Inexact variant of Stochastic Dual Dynamic Programming (SDDP) called ISDDP was introduced which uses approximate (instead of exact with SDDP) primal dual solutions of the problems solved in the forward and backward passes of the…
This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a certain non-differentiable (but…
This thesis addressed the HHCRSP, which is a class of workforce scheduling problems. The HHCRSP is an extension of the VRPTW to which the constraints related to the HHC context are added. It aims to provide care services to patients at…
An algorithm is proposed to solve robust control problems constrained by partial differential equations with uncertain coefficients, based on the so-called MG/OPT framework. The levels in this MG/OPT hierarchy correspond to discretization…
Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…